+126.6%
FHN vs KMX
+10.2%
+116.4%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.4% | +0.4% | +0.6% |
| 7D | -0.8% | -3.4% | +2.6% | +0.4% |
| 30D | -2.6% | +4.0% | -6.7% | -4.2% |
| 3M | +0.8% | +24.8% | -23.9% | -8.5% |
| 6M | +9.2% | +43.6% | -34.4% | -7.6% |
| YTD | +5.1% | +56.6% | -51.5% | -14.9% |
| 1Y | +12.2% | +2.2% | +10.0% | +4.7% |
| 3Y | +132.4% | -25.4% | +157.9% | +140.4% |
| 5Y | +91.1% | -55.0% | +146.1% | +131.7% |
| All | +126.6% | +10.2% | +116.4% | +66.1% |
Cumulative growth
Daily Returns
Daily percentage return beside KMX.
Daily Out/Under-Performance
Portfolio return minus KMX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KMX return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded KMX wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling